Mathematics & Statistics Colloquium - Dr. Liqun Wang - Friday, September 27

Mathematics and Statistics Colloquium

Date/Time: Friday, September 27^th @ 3:30 PM

Location: ARTS 200

Speaker: Liqun Wang, University of Manitoba

Title: Variable selection and estimation in generalized linear models with measurement error

Abstract: We study the variable selection and estimation problems in linear and generalized linear models when some of the predictors are measured with error. We demonstrate how measurement error (ME) affects the selection results and propose regularized instrumental variable (RIV) methods to correct for the ME effects. The proposed methods are consistent in selection and estimation in a linear model and we derive their asymptotic distribution under general conditions. We also investigate the performances of the methods in generalized linear models. Our simulation studies show that the RIV methods outperform the naive method in both linear and some generalized linear models. Finally, the proposed method is applied to a real dataset. This is a joint work with Lin Xue.

Coffee / Tea: 2:45 pm in McLean 201 (Lounge)

Note: Attendance is mandatory for graduate students in Math & Stats. There will be a sign-in sheet at the talk.

We hope to see you all there!

Colloquium Committee

University of Saskatchewan

Department of Mathematics and Statistics

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